CME Australian Dollar Future December 2011

Trading Metrics calculated at close of trading on 10-Oct-2011

Day Change Summary
	Previous	Current
	07-Oct-2011	10-Oct-2011	Change	Change %	Previous Week
Open	0.9652	0.9680	0.0028	0.3%	0.9589
High	0.9795	0.9930	0.0135	1.4%	0.9795
Low	0.9646	0.9671	0.0025	0.3%	0.9302
Close	0.9700	0.9928	0.0228	2.4%	0.9700
Range	0.0149	0.0259	0.0110	73.8%	0.0493
ATR	0.0181	0.0186	0.0006	3.1%	0.0000
Volume	157,210	97,000	-60,210	-38.3%	871,770

Daily Pivots for day following 10-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0620	1.0533	1.0070
R3	1.0361	1.0274	0.9999
R2	1.0102	1.0102	0.9975
R1	1.0015	1.0015	0.9952	1.0059
PP	0.9843	0.9843	0.9843	0.9865
S1	0.9756	0.9756	0.9904	0.9800
S2	0.9584	0.9584	0.9881
S3	0.9325	0.9497	0.9857
S4	0.9066	0.9238	0.9786

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1078	1.0882	0.9971
R3	1.0585	1.0389	0.9836
R2	1.0092	1.0092	0.9790
R1	0.9896	0.9896	0.9745	0.9994
PP	0.9599	0.9599	0.9599	0.9648
S1	0.9403	0.9403	0.9655	0.9501
S2	0.9106	0.9106	0.9610
S3	0.8613	0.8910	0.9564
S4	0.8120	0.8417	0.9429

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9930	0.9302	0.0628	6.3%	0.0204	2.1%	100%	True	False	164,223
10	0.9930	0.9302	0.0628	6.3%	0.0191	1.9%	100%	True	False	151,540
20	1.0285	0.9302	0.0983	9.9%	0.0195	2.0%	64%	False	False	137,695
40	1.0630	0.9302	0.1328	13.4%	0.0157	1.6%	47%	False	False	70,777
60	1.0875	0.9302	0.1573	15.8%	0.0153	1.5%	40%	False	False	47,246
80	1.0875	0.9302	0.1573	15.8%	0.0134	1.3%	40%	False	False	35,456
100	1.0875	0.9302	0.1573	15.8%	0.0112	1.1%	40%	False	False	28,368
120	1.0875	0.9302	0.1573	15.8%	0.0094	0.9%	40%	False	False	23,641

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0046
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.1031
2.618	1.0608
1.618	1.0349
1.000	1.0189
0.618	1.0090
HIGH	0.9930
0.618	0.9831
0.500	0.9801
0.382	0.9770
LOW	0.9671
0.618	0.9511
1.000	0.9412
1.618	0.9252
2.618	0.8993
4.250	0.8570

Fisher Pivots for day following 10-Oct-2011
Pivot	1 day	3 day
R1	0.9886	0.9864
PP	0.9843	0.9799
S1	0.9801	0.9735

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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